"The regional risk is very heavily focused on countries like Indonesia and Malaysia because they have a lot of foreign fighters, we know, fighting for ISIS and they have very big Muslim populations so there is always a risk there."
He said that of the 3000 or so people fighting for ISIS holding foreign passports, "a pretty significant number of them come from Indonesia and Malaysia".
He said New Zealand was not changing its travel warnings about Indonesia or suggesting people not go there.
"But as you saw with the Bali bombings, ultimately there were a lot of foreigners including Australians and New Zealanders that were killed as a result of the Bali bombings."
Mr Key said he also wanted to raise the issue of boat people, where many boats left from.
"That is an issue which just bubbles away."
The news media will not have a chance to discuss Mr Key's meeting with Mr Widodo before he leaves Myanmar at 6.30pm.
Mr Key said at that last night gala dinner in Myanmar, he spoke with Russian Prime Minister Dmitri Medvedev, whom he'd known for several years.
"I don't have a relationship with [Vladimir] Putin. He's not the sort of guy you go shoot the breeze with but Medvedev is much more personable and I know him from his time when he was President.
They talked about the shooting down of MH17 in Ukraine "and the best I can say is he offered the Russian perspective of that".
"I'm not saying he is right or that I accept that, but there is Russian perspective on what took place there.
"They would sheet responsibility back to the Ukrainian Government."
He also asked to see Mr Medvedev's phone - assuming it was the same type that President Putin had given to President Xi Jinping of China.
"It's a two-sided LED mobile phone so you can get a kindle on one side and a phone on the other."
Mr Key returns to Auckland tomorrow morning.
